This groundbreaking book extends traditional approaches of risk measurement and portfolio optimization by combining distributional models with risk or performance measures into one framework.
After an introduction to financial markets and market participants, including asset management firms, credit rating agencies, and investment banking firms, the book covers risks and asset pricing, with a new overview of risk; the structure ...
Along the way, you'll become familiar with: The fundamentals of quantitative equity investing and the most common techniques used by quantitative equity managers Relative valuation methods for equity analysis A framework for equity ...
"This is a thoroughly updated undergraduate text for capital markets, corporate finance and investments courses with new chapters and integration of technology"--
The purpose of this book is to close the implementation gap by presenting state-of-the art quantitative techniques and strategies for managing equity portfolios.
This calculus based text explores the theoretical framework for analyzing the decisions by individuals and managers of firms, an area which is coming to both financial economics and microeconomics.
This book offers an accessible guide to the financial aspects of launching and operating a high-tech business in such areas as engineering, computing, and science.
This book addresses everything from the valuation of fixed income securities with embedded options to the features of structured products such as mortgage-backed securities and asset-backed securities while also offering insights on basic ...
Frank Fabozzi follows up his successful Handbook of Finance with another major reference work, The Encyclopedia of Financial Models Covers the two major topical areas: asset valuation for cash and derivative instruments, and portfolio ...